-15.5%
GIS vs SIMO
+535.1%
-550.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -1.4% |
| 7D | -8.3% | +14.6% | -22.9% | -7.9% |
| 30D | +2.2% | +6.2% | -4.0% | +2.4% |
| 3M | +15.7% | +3.6% | +12.1% | +16.1% |
| 6M | -12.0% | +130.8% | -142.7% | -11.3% |
| YTD | -15.0% | +195.8% | -210.7% | -14.3% |
| 1Y | -20.1% | +225.0% | -245.1% | -19.5% |
| 3Y | -34.6% | +452.3% | -486.9% | -34.6% |
| 5Y | -22.8% | +303.6% | -326.4% | -22.6% |
| All | -15.5% | +535.1% | -550.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling